+19.9%
MDT vs AEM
+17.3%
+2.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +9.7% | -3.5% | +5.6% |
| 7D | +10.7% | +0.2% | +10.6% | +10.4% |
| 30D | +19.3% | +0.1% | +19.2% | +18.9% |
| 3M | +22.8% | +22.1% | +0.7% | +20.7% |
| 6M | +36.4% | +2.4% | +33.9% | +35.7% |
| YTD | +12.1% | +8.9% | +3.1% | +11.2% |
| 1Y | +19.9% | +18.7% | +1.2% | +17.1% |
| All | +19.9% | +17.3% | +2.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling